[scikit-learn] Update or downgrade PCA

[Roman Yurchak]

Hi Pamphile,

On 03/07/18 10:41, Pamphile Roy wrote:
> I have some code that allows to upgrade (or downgrade) a PCA with a new 
> sample.
> The update part is handy when you are doing live observations for 
> instance and you want a quick way to update your PCA without having to 
> recompute the whole thing from scratch.
 > [..]
 > [1] M. Brand: Fast low-rank modifications of the thin singular value 
decomposition.

Do you know how this  would compare with 
sklearn.decomposition.IncrementalPCA ?

-- 
Roman